+78.4%
SRE vs REPL
+45.5%
+32.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.6% |
| 7D | -8.2% | +12.7% | -20.9% | -8.4% |
| 30D | -3.6% | +73.5% | -77.1% | -4.9% |
| 3M | -6.3% | +70.3% | -76.6% | -7.5% |
| 6M | -13.0% | +472.0% | -485.0% | -18.3% |
| YTD | -9.2% | +139.5% | -148.7% | -14.2% |
| 1Y | -13.1% | +167.3% | -180.4% | -18.2% |
| 3Y | +22.4% | +109.5% | -87.1% | +6.1% |
| 5Y | +47.1% | -29.9% | +77.1% | +33.8% |
| All | +78.4% | +45.5% | +32.9% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling